M2 Optimization

  • Places available
    30
  • Language(s) of instruction
    English
  • Enrolment type
    Formation initiale
  • Type of teaching
    En présentiel
  • Start of programme (indicative date)
Présentation
Objectives

The M2 program "Optimization, Games, Control" aims to provide students with a solid foundation in both the theoretical and numerical aspects of mathematical optimization, covering topics from fundamental principles to advanced research developments. The program trains students to understand, model, and solve complex problems at the interface of mathematics, computer science, and economics. By combining rigorous theory with practical applications in areas such as optimal control, game theory, calculus of variations, machine learning, and PDE methods, it prepares graduates for cutting-edge research and high-level careers in both academia and industry.

Skills
  • Understand and mathematically model a problem in order to resolve it.

  • Overall organisation

    The program is organized into three trimesters of coursework, followed by a long internship in an academic or industrial research laboratory. The topics covered are diverse: optimal control (discrete and continuous time, deterministic and stochastic), game theory (theory, modeling in economics and networks), calculus of variations (and more generally optimization in analysis and PDEs), stochastic optimization and stochastic methods for optimization, operations research. A significant portion of the courses is shared with other tracks and specializations in mathematics, computer science, and economics.

    Career prospects

    Most students go on to do a thesis at the end of the programme, often in connection with a company (CIFRE industry contract or other contract). A minority enter working life at the end of the Master's.

    Course Prerequisites

    M1-level in mathematics or applied mathematics.

    Transfer paths

    Non

    Additional information

    Watch the video below to know more about the M2 Optimization.

    Post-graduate profile

    The programme aims to prepare graduates to deal with the matters that arise in the applied sciences surrounding optimisation, optimal control and game theory: the mathematical modeling of a problem in terms of minimisation, maximisation or equilibrium, its mathematical analysis (existence, uniqueness, etc.), algorithmic approaches to determine such a problem or tackle it, and the effective implementation of those methods. Students are not necessarily expected to have a perfect command of all these aspects, since that depends on their previous studies and their chosen path: but they are expected to know how to position themselves faced with such problems, and they should have advanced experience in at least one.

    Location
    ORSAY
    GIF SUR YVETTE
    PALAISEAU
    Collaboration(s)
    Laboratories

    Laboratoire de mathématiques d'Orsay
    Laboratoire des Signaux et Systèmes.

    Centre de Mathématiques Appliquées (Ecole Polytechnique)
    Unité de Mathématiques Appliquées (ENSTA)
    Fédération de Mathématiques (CentraleSupélec).

    Programme

    The schedule will be posted shortly.

    Modalités de candidatures
    Application period
    From 01/03/2026 to 17/07/2026
    Admission criteria
    Dossier
    Compulsory supporting documents
    • Motivation letter.

    • All transcripts of the years / semesters validated since the high school diploma at the date of application.

    • Curriculum Vitae.

    Additional supporting documents
    • Supporting documents (TOEFL, TOEIC, certificate of a teacher ...) of a level of a foreign language.

    • VAP file (obligatory for all persons requesting a valuation of the assets to enter the diploma).

    • The application procedure, which depends on your nationality and your situation is explained here : https://urlz.fr/i3Lo.

    • Supporting documents :
      - Residence permit stating the country of residence of the first country
      - Or receipt of request stating the country of first asylum
      - Or document from the UNHCR granting refugee status
      - Or receipt of refugee status request delivered in France
      - Or residence permit stating the refugee status delivered in France
      - Or document stating subsidiary protection in France or abroad
      - Or document stating temporary protection in France or abroad.

    Contact(s)
    Course manager(s)
    Administrative office